StockFetcher Forums · Filter Exchange · ConnorsRSI<< >>Post Follow-up
pdqbail
4 posts
msg #113011
Ignore pdqbail
4/27/2013 9:29:07 PM

Can anyone rewrite the ConnorsRSI Indicator filter for Stockfetcher? The following is how he wrote it for Think or Swim. I appreciate the help.

# ConnorsRSI Indicator
declare lower;
input Price_RSI_Period = 3;
input Streak_RSI_Period = 2;
input Rank_Lookback = 100;
# Component 1: the RSI of closing price
def priceRSI = RSIWilder("price" = close, "length" = Price_RSI_Period);
# Component 2: the RSI of the streak
def upDay = if Close > Close[1] then 1 else 0;
def downDay = if Close < Close[1] then -1 else 0;
def upStreak = if upDay != 0 then upStreak[1] + upDay else 0;
def downStreak = if downDay != 0 then downStreak[1] + downDay else 0;
def streak = upStreak + downStreak;
def streakRSI = RSIWilder("price" = streak, "length" = Streak_RSI_Period);
# Component 3: The percent rank of the current return
def ROC1 = Close/Close[1] - 1;
def rank = fold i = 1 to Rank_Lookback+1 with r = 0 do
r + (getValue(ROC1,i,Rank_Lookback) < ROC1) ;
def pctRank = (rank / Rank_Lookback) * 100 ;
# The final ConnorsRSI calculation, combining the three components
plot ConnorsRSI = (priceRSI + streakRSI + pctRank) / 3;

johnpaulca
11,293 posts
msg #113017
Ignore johnpaulca
4/28/2013 1:32:37 PM

We already have this function CRSI in SF

pdqbail
4 posts
msg #113034
Ignore pdqbail
4/29/2013 2:28:43 PM

I must be blind but I can't find it. Would you point me in the right direction? Thanks

johnpaulca
11,293 posts
msg #113037
Ignore johnpaulca
4/29/2013 4:29:50 PM

My bad....CRSI....is a custom RSI not Connors RSI

Mactheriverrat
1,328 posts
msg #113038
Ignore Mactheriverrat
4/29/2013 6:27:35 PM

Maybe this might lead you in the right direction.

jhar3
23 posts
msg #113096
Ignore jhar3
5/2/2013 7:26:52 PM

on the trading market site, open screener tab, there you have it. also you tube has 4 video on setting it up.

StockFetcher Forums · Filter Exchange · ConnorsRSI<< >>Post Follow-up

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